+37.2%
PG vs RVMD
+622.3%
-585.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -3.0% | +2.2% | -0.7% |
| 30D | +0.8% | -0.7% | +1.6% | +0.8% |
| 3M | -1.3% | +36.5% | -37.9% | -2.0% |
| 6M | -3.8% | +104.6% | -108.4% | -5.6% |
| YTD | +3.6% | +155.8% | -152.2% | +1.0% |
| 1Y | -5.7% | +340.7% | -346.4% | -9.6% |
| 3Y | +1.6% | +519.9% | -518.3% | -4.4% |
| 5Y | +14.6% | +584.9% | -570.3% | +5.9% |
| All | +37.2% | +622.3% | -585.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling